+192.1%
CFG vs UTHR
+166.1%
+26.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.2% | +5.2% | -2.0% | +2.7% |
| 30D | +5.1% | +9.5% | -4.3% | +4.3% |
| 3M | -11.2% | +17.9% | -29.2% | -12.6% |
| 6M | +9.6% | +2.0% | +7.6% | +9.4% |
| YTD | +15.0% | +21.3% | -6.4% | +12.5% |
| 1Y | +29.9% | +27.9% | +2.0% | +26.4% |
| 3Y | +192.1% | +162.3% | +29.7% | +154.7% |
| All | +192.1% | +166.1% | +26.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling